umontreal.iro.lecuyer.randvar

Class FrechetGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.FrechetGen

public class FrechetGen
extends RandomVariateGen

This class implements methods for generating random variates from the Fréchet distribution, with location parameter δ, scale parameter β > 0, and shape parameter α > 0, where we use the notation z = (x - δ)/β. It has density

f (x) = αe^-z-α/(βz^α+1), for x > δ

The density is 0 for x <= δ.

Constructor Summary

Constructors

Constructor and Description
FrechetGen(RandomStream s, double alpha) Creates a Fréchet random number generator with α = alpha, β = 1 and δ = 0 using stream s.
FrechetGen(RandomStream s, double alpha, double beta, double delta) Creates a Fréchet random number generator with parameters α = alpha, β = beta and δ = delta using stream s.
FrechetGen(RandomStream s, FrechetDist dist) Creates a new generator for the Fréchet distribution dist and stream s.

Method Summary

Methods

Modifier and Type	Method and Description
double	getAlpha() Returns the parameter α.
double	getBeta() Returns the parameter β.
double	getDelta() Returns the parameter δ.
static double	nextDouble(RandomStream s, double alpha, double beta, double delta) Generates a new variate from the Fréchet distribution with parameters α = alpha, β = beta and δ = delta using stream s.

Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen

getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FrechetGen

public FrechetGen(RandomStream s,
          double alpha)

Creates a Fréchet random number generator with α = alpha, β = 1 and δ = 0 using stream s.

FrechetGen

public FrechetGen(RandomStream s,
          double alpha,
          double beta,
          double delta)

Creates a Fréchet random number generator with parameters α = alpha, β = beta and δ = delta using stream s.

FrechetGen

public FrechetGen(RandomStream s,
          FrechetDist dist)

Creates a new generator for the Fréchet distribution dist and stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                double alpha,
                double beta,
                double delta)

Generates a new variate from the Fréchet distribution with parameters α = alpha, β = beta and δ = delta using stream s.

getAlpha

public double getAlpha()

Returns the parameter α.

getBeta

public double getBeta()

Returns the parameter β.

getDelta

public double getDelta()

Returns the parameter δ.